Monte Carlo — AurelianFlo

Access

Available via

MCP tools only

Tools

simulation.montecarlo.report, simulation.montecarlo.decision

Request Schema

FieldTypeRequiredDescription

scenariostringYesNatural language description of the decision scenario

variablesobjectYesNamed numeric variables with min/max/distribution

simulationsnumberNoNumber of iterations (default: 10000, max: 100000)

output_formatstringNo"json" or "memo"

Example Request

// Via MCP tool: simulation.montecarlo.report
{
  "scenario": "Probability of portfolio loss exceeding 15% in 12 months",
  "variables": {
    "annual_return": { "min": -0.3, "max": 0.5, "distribution": "normal" },
    "volatility": { "min": 0.1, "max": 0.4, "distribution": "uniform" }
  },
  "simulations": 10000
}

Example Response

{
  "p_loss_exceeds_threshold": 0.127,
  "confidence_interval_95": [-0.18, 0.31],
  "median_outcome": 0.08,
  "scenarios": [
    { "label": "Bear case (p10)", "outcome": -0.21 },
    { "label": "Base case (p50)", "outcome": 0.08 },
    { "label": "Bull case (p90)", "outcome": 0.28 }
  ],
  "simulations_run": 10000
}